-35.6%
CAG vs CVE
+70.2%
-105.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.0% | -2.3% |
| 7D | -1.8% | +0.1% | -1.8% | -1.7% |
| 30D | +9.7% | -10.8% | +20.5% | +9.6% |
| 3M | +0.5% | -4.3% | +4.8% | +0.4% |
| 6M | +8.9% | -1.5% | +10.4% | +8.7% |
| YTD | -8.4% | +70.7% | -79.1% | -9.7% |
| 1Y | -8.3% | +58.1% | -66.4% | -9.6% |
| All | -35.6% | +70.2% | -105.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling